+63.3%
UL vs SBAC
+83.0%
-19.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.5% | -0.6% |
| 7D | -4.1% | -5.3% | +1.2% | -2.7% |
| 30D | -1.2% | +0.4% | -1.6% | -1.3% |
| 3M | +6.0% | -11.9% | +17.9% | +9.2% |
| 6M | -5.5% | -4.5% | -1.0% | -5.3% |
| YTD | -3.3% | -4.3% | +1.0% | -3.3% |
| 1Y | -9.8% | -3.9% | -5.9% | -9.9% |
| 3Y | +20.1% | -11.0% | +31.1% | +20.8% |
| 5Y | +19.2% | -44.1% | +63.3% | +34.3% |
| All | +63.3% | +83.0% | -19.7% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling